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Tree networks to assess financial contagion

Agosto, Arianna; Ahelegbey, Daniel Felix; Giudici, Paolo - In: Economic modelling 85 (2020), pp. 349-366

Persistent link: https://www.econbiz.de/10012210681

Network VAR models to measure financial contagion

Ahelegbey, Daniel Felix; Giudici, Paolo; Hashem, Shatha … - In: The North American journal of economics and finance : a … 55 (2021), pp. 1-15

Persistent link: https://www.econbiz.de/10012668002

Tail risk measurement in crypto-asset markets

Ahelegbey, Daniel Felix; Giudici, Paolo; Mojtahedi, Fatemeh - In: International review of financial analysis 73 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10012803601

A network based fintech inclusion platform

Ahelegbey, Daniel Felix; Giudici, Paolo; Pediroda, Valentino - In: Socio-economic planning sciences : the international … 87 (2023) 2, pp. 1-9

Persistent link: https://www.econbiz.de/10014317466

Bayesian Selection of Systemic Risk Networks

Felix Ahelegbey, Daniel; Giudici, Paolo - In: Bayesian model comparison, (pp. 117-153). 2014

The latest financial crisis has stressed the need of understanding the world financial system as a network of interconnected institutions, where financial linkages play a fundamental role in the spread of systemic risks. In this paper we propose to enrich the topological perspective of network...

Persistent link: https://www.econbiz.de/10015369549

Bayesian graphical models for structural vector autoregressive processes

Ahelegbey, Daniel Felix; Billio, Monica; Casarin, Roberto - In: Journal of applied econometrics 31 (2016) 2, pp. 357-386

Persistent link: https://www.econbiz.de/10011644349

Detecting spatial and temporal house price diffusion in the Netherlands : a Bayesian network approach

Larm Teye, Alfred; Ahelegbey, Daniel Felix - In: Regional science & urban economics 65 (2017), pp. 56-64

Persistent link: https://www.econbiz.de/10011792664

Default count-based network models for credit contagion

Agosto, Arianna; Ahelegbey, Daniel Felix - In: Journal of the Operational Research Society 73 (2022) 1, pp. 139-152

Persistent link: https://www.econbiz.de/10012872894

Network based evidence of the financial impact of Covid-19 pandemic

Ahelegbey, Daniel Felix; Cerchiello, Paola; … - In: International review of financial analysis 81 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10013410687

Measuring the impact of the EU health emergency response authority on the economic sectors and the public sentiment

Ahelegbey, Daniel Felix; Celani, Alessandro; … - In: Socio-economic planning sciences : the international … 92 (2024), pp. 1-11

Persistent link: https://www.econbiz.de/10014529162